The following pages link to (Q4360236):
Displaying 50 items.
- A random model approach for the LASSO (Q626202) (← links)
- Central composite designs for estimating the optimum conditions for a second-order model (Q629107) (← links)
- Maximum likelihood and restricted maximum likelihood estimation for a class of Gaussian Markov random fields (Q641761) (← links)
- Heteroscedastic linear feature extraction based on sufficiency conditions (Q645911) (← links)
- On Moore-Penrose inverses of quasi-Kronecker structured matrices (Q649556) (← links)
- Generalizations of paradoxical results in multidimensional item response theory (Q659078) (← links)
- Evolutionary games under incompetence (Q667696) (← links)
- Dynamic GSCA (generalized structured component analysis) with applications to the analysis of effective connectivity in functional neuroimaging data (Q692423) (← links)
- Identifying locally optimal designs for nonlinear models: A simple extension with profound consequences (Q693742) (← links)
- Variance approximation under balanced sampling (Q707070) (← links)
- Improved variance estimation for balanced samples drawn via the cube method (Q710814) (← links)
- Optimal designs for response functions with a downturn (Q710822) (← links)
- Efficient algorithms for robust generalized cross-validation spline smoothing (Q711231) (← links)
- The affine constrained GNSS attitude model and its multivariate integer least-squares solution (Q727450) (← links)
- Emulation of higher-order tensors in manifold Monte Carlo methods for Bayesian inverse problems (Q729447) (← links)
- On \(\mathbf V\)-orthogonal projectors associated with a semi-norm (Q730766) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Equalities between OLSE, BLUE and BLUP in the linear model (Q744777) (← links)
- Straightforward intermediate rank tensor product smoothing in mixed models (Q746284) (← links)
- Backward perturbation analysis and residual-based error bounds for the linear response eigenvalue problem (Q747644) (← links)
- One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic (Q764475) (← links)
- Difference based ridge and Liu type estimators in semiparametric regression models (Q764485) (← links)
- Construction of a class of sharp Löwner majorants for a set of symmetric matrices (Q778636) (← links)
- Computational properties of pentadiagonal and anti-pentadiagonal block band matrices with perturbed corners (Q780248) (← links)
- Ascent with quadratic assistance for the construction of exact experimental designs (Q782649) (← links)
- On the asymptotic distribution of residual autocovariances in VARX models with applications (Q820209) (← links)
- A multi-resolution approximation via linear projection for large spatial datasets (Q825323) (← links)
- Statistical inference of the efficient frontier for dependent asset returns (Q840988) (← links)
- HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
- Estimation of parameterized spatio-temporal dynamic models (Q861225) (← links)
- Linear discrimination with equicorrelated training vectors (Q864276) (← links)
- Estimating common vector parameters in interlaboratory studies (Q873611) (← links)
- Optimal experimental designs for fMRI via circulant biased weighing designs (Q892250) (← links)
- Analysis of an outcome-dependent enriched sample: hypothesis tests (Q893013) (← links)
- A better approximation of moments of the eigenvalues and eigenvectors of the sample covariance matrix (Q893173) (← links)
- Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix (Q893976) (← links)
- Characterization of weighted quantile sum regression for highly correlated data in a risk analysis setting (Q894843) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- Laplace approximation for logistic Gaussian process density estimation and regression (Q899031) (← links)
- Local influence in estimating equations (Q901573) (← links)
- On relative skewness for multivariate distributions (Q905108) (← links)
- Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
- Linear dimensionality reduction by maximizing the Chernoff distance in the transformed space (Q936440) (← links)
- Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements (Q947210) (← links)
- On robust forecasting in dynamic vector time series models (Q951052) (← links)
- PCA and SVD with nonnegative loadings (Q955823) (← links)
- Penalized quasi-likelihood with spatially correlated data (Q956829) (← links)
- Trend-resistant and cost-efficient cross-over designs for mixed models (Q956978) (← links)
- Multivariate skewness and kurtosis measures with an application in ICA (Q957316) (← links)
- Properties of the singular, inverse and generalized inverse partitioned Wishart distributions (Q957321) (← links)
